[RFC] Cut interface - Githubissues

JuliaStochOpt / StructDualDynProg.jl

Implementation of SDDP (Stochastic Dual Dynamic Programming) using the StructJuMP modeling interface

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[RFC] Cut interface #9

Open blegat opened 7 years ago

blegat commented 7 years ago

An AbstractNode must implements getoptimalitycut and getfeasibilitycut.

getoptimalitycut must returns a MinFunCut (do you prefer UBFunCut ?) (θ ≦ ⟨a, x⟩ + β) or a MaxFunCut (do you prefer LBFunCut ?) (θ ≧ ⟨a, x⟩ + β).
getfeasibilitycut must returns a LBCut (⟨a, x⟩ ≧ β) or a UBCut (⟨a, x⟩ ≦ β). The 4 cut types will be defined in CutPruners. What do you think ?

odow commented 7 years ago

Why not parameterise the cuts by :lb or :ub?

blegat commented 7 years ago

We could have something like that too but having different types can be helpful when we want to do multiple dispatch. We could also have Cut{Fun, LB} where Fun and LB are boolean

frapac commented 7 years ago

I think these notations make already sense with those used in CutPruners.jl: https://github.com/JuliaPolyhedra/CutPruners.jl/blob/master/src/abstract.jl#L17